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If you got the box set, skip to the paint and tools section, I specifically address your questions for Scythes.

If you didn't get the box set, this'll be long winded, but you'll need:

The book (coming soon, up for preorder)

Tokens (explained in the book, freely printable from gw's website, grab roster sheets while you're there)

Dice (including artillery and scatter, available from GW or your local shop, scatter is sold separately, artillery is in the official GW dice blocks)

Models for each player (more on this)

Terrain (more later)

Paint, brushes (more on this)

Tools (more on this)

Models:

You'll need to decide on what teams to run - you mentioned Marines, but they'll need someone to fight against. I'd recommend holding off for the book to decide what faction to pick because you are gonna want models you enjoy looking at or you'll hate playing them and only some are legal for SW:Ag.

If you want to run Scythes of the Emperor, you'll run a Space Marine Scout team - pick up one or two boxes of scouts (get at most one with sniper rifles, you can get by with two normal boxes, to be honest). This'll get you by until you want to spend money on models for special operatives. As mentioned by /u/t3clis, they're an ultramarines successor chapter - you should use their rules.

Terrain:

This is the controversial one. The box set was an AMAZING value for the terrain alone - you're looking at like $175 for the terrain alone at retail values, and one set isn't enough to fill a table. Personally? I've got a 3D printer and have begun printing scaffolding sets. I'm going to use that to augment terrain that's designed for Infinity which I'm picking up soon. I'll likely design new textures to print, laminate and glue over the existing designs as the aesthetics are bad. Outside of that, there's other terrain available from GW, but you want lots of line of sight blocking terrain, buildings with multi levels and ladders.

Paint, Brushes:

Rule of thumb: Citadel anything is marked up for the brand and really doesn't have an advantage over something like Vallejo or Army Painter. I use almost exclusively Army Painter Brushes (with the exception of Citadel Dry Brushes, I like their dry brushes) and a blend of both Vallejo and Citadel paints. I also airbrush, but don't get into that if you're not planning on 40k proper and going to buy tons of models.

Get a primer (spray, preferably, I like Armory Spray Primer when I'm not using my Airbrush, where I use standard Vallejo Black Polyurethane Primer).

For your colors, should you choose to stay GW, there's a few routes I'd recommend:

Least Amount of Paint:

Abaddon Black Base Paint (arms, legs, helmet)

Leadbelcher Base Paint (guns, metals)

Rakarth Flesh Base Paint (skintones for faces, since you're scouts)

Averland Sunset Base Paint (yellow for chapter icon/chests)

Rhinox Hide Base Paint (brown for pants or hair or leather, you'll want it)

Reikland Fleshshade shade Paint (for skin)

Nuln Oil Shade Paint (for everything else)

Agrax Earthshade Shade Paint (if you feel frisky. It gives a dirty look)

That'll get you through base coating and washes, giving you a solid start for your models. You can continue with dry brushing or doing multiple layers to add to details and give more depth if you want.

If you skip the wash, you're looking at 7 paints to start out with. Moving forward, I'd go with (all layer paints here):

Dawnstone (Grey, highlight the black), Ironbreaker (highlight Leadbelcher), Cadian Fleshtone (for skin), flash gitz yellow (for yellow, obviously) and Doombull or Gorthor brown to highlight the browns.

The point is your layer should be a shade lighter than your base, while the wash darkens the base. Some folks will do two different layer/edge paints for extra highlight depth (I do).

Tools:

Get a sprue cutter from Hobby Lobby/JoAnn Fabrics/Michaels/Amazon. Get an xacto knife there too. And some Loctite Gel Glue.

That'll get you started until you decide to start modifying models, which is a whole different topic.

Edit:

While I know you mentioned price in the original post, remember that 40k is a hobby, not just a game. The modeling and painting portion take a LOT of time, so try to factor that into your decision of getting into it. I bought Deathwatch Overkill in November, which comes with 49 models or so, and after about 25-30 hours, I've got the 11 marines painted and the Genestealers prepped for painting with one almost completed, four base coated, one primed and like 34 more to go.

You'll get a TON of hours of enjoyment out of playing with your plastic soldiers before you even actually get to play the game.